Is the writing form of the words "to-day, "to-night ", "to-morrow ", etcetera correct?
I came across the form of writing those words in my grammar book. Is it correct to write in that way? Thanks!

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Many years ago that was the correct way to write those words. My grandmother always wrote "to-day" and "to-morrow"(although not "to-night").

http://forum.wordreference.com/showthread.php?t=36641

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You might find those spellings in  Jane Austin or Charles Dickens (or much earlier), but today we write those words without a hyphen (-). Today tonight tomorrow

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In grammar books they write this way to show you the pronunciation but the correct way is without the hyphen "today etc"

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Thank you Dan! It's really important to me to know every mistake I made.

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It's unusual to spell out "etcetera" in full, by the way. It's almost always abbreviated "etc."